VJPA.L vs. SJPA.L
Compare and contrast key facts about Vanguard FTSE Japan UCITS ETF USD Acc (VJPA.L) and iShares Core MSCI Japan IMI UCITS ETF (SJPA.L).
VJPA.L and SJPA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VJPA.L is a passively managed fund by Vanguard that tracks the performance of the FTSE Japan Index. It was launched on Sep 24, 2019. SJPA.L is a passively managed fund by iShares that tracks the performance of the TOPIX TR JPY. It was launched on Sep 25, 2009. Both VJPA.L and SJPA.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VJPA.L or SJPA.L.
Key characteristics
| VJPA.L | SJPA.L | |
|---|---|---|
| YTD Return | 9.91% | 6.39% |
| 1Y Return | 13.69% | 7.27% |
| 3Y Return (Ann) | 0.50% | 1.74% |
| Sharpe Ratio | 0.74 | 0.41 |
| Daily Std Dev | 17.13% | 15.58% |
| Max Drawdown | -32.06% | -24.73% |
| Current Drawdown | -2.11% | -4.84% |
Correlation
The correlation between VJPA.L and SJPA.L is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
VJPA.L vs. SJPA.L - Performance Comparison
In the year-to-date period, VJPA.L achieves a 9.91% return, which is significantly higher than SJPA.L's 6.39% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VJPA.L vs. SJPA.L - Expense Ratio Comparison
Both VJPA.L and SJPA.L have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
VJPA.L vs. SJPA.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Japan UCITS ETF USD Acc (VJPA.L) and iShares Core MSCI Japan IMI UCITS ETF (SJPA.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
VJPA.L vs. SJPA.L - Dividend Comparison
Neither VJPA.L nor SJPA.L has paid dividends to shareholders.
Drawdowns
VJPA.L vs. SJPA.L - Drawdown Comparison
The maximum VJPA.L drawdown since its inception was -32.06%, which is greater than SJPA.L's maximum drawdown of -24.73%. Use the drawdown chart below to compare losses from any high point for VJPA.L and SJPA.L. For additional features, visit the drawdowns tool.
Volatility
VJPA.L vs. SJPA.L - Volatility Comparison
Vanguard FTSE Japan UCITS ETF USD Acc (VJPA.L) and iShares Core MSCI Japan IMI UCITS ETF (SJPA.L) have volatilities of 5.00% and 5.25%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.